Rootje - no way I know of to change difficulty once started.

Personally I run VH/H playing most of the factions. I found VH/VH requires (from me anyhow) a larger level of exploiting the AI (Kill leader / take greater advantage of the AI's inability to maneuver / Horse Archers / or baiting AI units with high value tagets that they'll blindly follow on the map regardless of where it leaves them tactically.)

I don't rely on historic formations, army composition or tactics, however, making Hard a good fit for my houserules. I don't use retraining - only merged replacements as one of my houserules because typically, 3 chevrons and you've cancelled the hard advantage making the fights all too easy again.

I don't lose a lot of fights but it does happen.